-5.3%
FSLY vs TCOM
+2.0%
-7.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +7.5% | -6.5% | +14.1% | +10.0% |
| 30D | -21.1% | -16.2% | -4.9% | -16.4% |
| 3M | +21.8% | -19.3% | +41.1% | +29.9% |
| 6M | -0.1% | -27.2% | +27.1% | +11.1% |
| YTD | +123.1% | -46.2% | +169.3% | +172.5% |
| 1Y | +208.6% | -46.6% | +255.2% | +277.9% |
| 3Y | -1.3% | +8.4% | -9.6% | -15.3% |
| 5Y | -48.4% | +25.8% | -74.2% | -61.7% |
| All | -5.3% | +2.0% | -7.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling